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S6XOOCT0IEG5ABCC6L87 3133D0UE9 2054-11-01 5.500000 0.00 1000.00 882.11 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWTU4 2028-06-22 4.160000 0.00 2250000.00 2256548.25 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWWV8 2029-07-23 4.375000 0.00 235000.00 235207.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KY5T2 2045-08-01 5.000000 0.00 1000.00 822.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W5CS6 2056-08-01 5.500000 0.00 4183352.00 4198062.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WES43 2054-06-01 6.000000 0.00 1000.00 733.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 31426L3R3 2055-05-01 6.000000 0.00 2599502.00 2490329.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426WVA5 2055-07-01 7.000000 0.00 2647347.00 2354182.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427Q3D2 2055-12-01 5.500000 0.00 1000.00 934.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TQM1 2056-07-01 5.000000 0.00 1008.00 972.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVWU1 2055-11-01 5.500000 0.00 3348720.00 3158531.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXC21 2056-04-01 5.000000 0.00 1000.00 953.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXZZ3 2056-07-01 6.000000 0.00 12062672.00 12079930.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6E82 2056-08-01 7.000000 0.00 576996.00 608017.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K33B2 2056-05-01 5.000000 0.00 1000.00 968.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K8VR5 2056-06-01 5.500000 0.00 1000.00 1000.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VHF0 2050-03-20 2.500000 0.00 1000.00 78.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VNT3 2050-06-20 4.000000 0.00 1000.00 181.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDA1 2052-07-20 2.500000 0.00 1000.00 555.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A86L6 2051-08-20 3.500000 0.00 1000.00 585.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BEAJ2 2065-10-15 5.240000 0.00 1000.00 988.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0ZN3 2061-09-15 5.500000 0.00 9176800.00 9306663.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5HX0 2055-03-20 5.000000 0.00 1000.00 875.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KJ7 2055-04-20 6.000000 0.00 1000.00 451.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 1024.00 891.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6QE0 2056-08-20 3.500000 0.00 463863.00 440524.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6QG5 2056-07-20 4.000000 0.00 1000.00 969.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V2JX6 2061-04-15 5.030000 0.00 1000.00 969.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V5AG5 2055-11-15 5.350000 0.00 1000.00 931.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C5WG8 2053-04-15 6.000000 0.00 1950696.00 1731435.19 Agency Collateralized Mortgage Obligation U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 1009200.00 993755.12 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 400.00 366.92 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 61149200.00 60075353.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 82400.00 99843.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 98844100.00 95779043.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 7816800.00 7796742.89 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 250000000.00 250000000.00 0.0106 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.790000% 3130B3QB2 2549001DPIFGXC1TOL40 US3130B3QB27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-19 2026-11-19 N N N 0.0370 100023051.00 100023051.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.875000% 3130B7CA0 2549001DPIFGXC1TOL40 US3130B7CA04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-04 2028-08-04 N N N 0.0380 10016758.20 10016758.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.660000% 3130B9CC2 2549001DPIFGXC1TOL40 US3130B9CC26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-03 2026-09-03 N N N 0.0368 399499736.33 399499736.33 0.0169 N N Y N Federal Home Loan Bank Federal Home Loan Banks 3.660000% 3130B9DJ6 2549001DPIFGXC1TOL40 US3130B9DJ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-03 2026-09-03 N N N 0.0368 199999868.00 199999868.00 0.0085 N N Y N Federal Home Loan Bank Federal Home Loan Banks 3.660000% 3130B9DU1 2549001DPIFGXC1TOL40 US3130B9DU15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-04 2026-09-04 N N N 0.0368 549498774.62 549498774.62 0.0233 N N Y N Federal Home Loan Bank Federal Home Loan Banks 3.665000% 3130B9H78 2549001DPIFGXC1TOL40 US3130B9H787 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-18 2026-09-18 N N N 0.0368 499496578.43 499496578.43 0.0211 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.670000% 3130B9KQ2 2549001DPIFGXC1TOL40 US3130B9KQ20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-18 2026-09-18 N N N 0.0369 598995872.89 598995872.89 0.0254 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.670000% 3130BAD20 2549001DPIFGXC1TOL40 US3130BAD207 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-09 2026-11-09 N N N 0.0369 499497457.55 499497457.55 0.0211 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.685000% 3130BALH8 2549001DPIFGXC1TOL40 US3130BALH83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-07 2027-01-07 N N N 0.0370 399996592.00 399996592.00 0.0169 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.685000% 3130BALM7 2549001DPIFGXC1TOL40 US3130BALM78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-04 2027-01-04 N N N 0.0371 248990393.58 248990393.58 0.0105 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.685000% 3130BAMB0 2549001DPIFGXC1TOL40 US3130BAMB05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-06 2027-01-06 N N N 0.0370 598993896.19 598993896.19 0.0254 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.685000% 3130BAML8 2549001DPIFGXC1TOL40 US3130BAML86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-07 2027-01-07 N N N 0.0370 99999119.00 99999119.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.690000% 3130BBU52 2549001DPIFGXC1TOL40 US3130BBU522 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-19 2027-02-19 N N N 0.0371 249498610.29 249498610.29 0.0106 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.695000% 3130BBVZ5 2549001DPIFGXC1TOL40 US3130BBVZ54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-19 2027-03-19 N N N 0.0370 349520312.94 349520312.94 0.0148 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.685000% 3130BBXY6 2549001DPIFGXC1TOL40 US3130BBXY61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-28 2026-12-28 N N N 0.0370 598500000.00 598500000.00 0.0253 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384AL3 2549001DPIFGXC1TOL40 US313384AL32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-11 2027-01-11 2027-01-11 N N N 0.0385 98086588.57 98086588.57 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384AQ2 2549001DPIFGXC1TOL40 US313384AQ29 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0385 492683820.00 492683820.00 0.0209 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-23 2026-10-23 N N N 0.0374 39753442.75 39753442.75 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-04 2026-11-04 N N N 0.0374 30003317.10 30003317.10 0.0013 N N N N Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132A06X9 2035-07-01 5.000000 0.00 12039773.00 98032.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A1RQ9 2037-04-01 6.000000 0.00 49275.00 166.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A2BZ4 2038-01-01 6.000000 0.00 44310.00 272.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A2CA8 2038-01-01 6.000000 0.00 33538.00 152.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A2KG6 2038-03-01 6.000000 0.00 159297.00 1328.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A2M41 2038-05-01 6.000000 0.00 6043.00 367.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A3AX8 2036-06-01 6.000000 0.00 2438.00 43.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A4KA5 2043-12-01 4.500000 0.00 1875770.00 139021.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A4MQ8 2038-09-01 6.000000 0.00 863507.00 58508.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6CQ1 2037-06-01 1.500000 0.00 529570.00 312686.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUMA2 2053-08-01 3.500000 0.00 17000.00 13099.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUMB0 2052-06-01 3.500000 0.00 8000.00 6173.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVK20 2050-04-01 3.500000 0.00 5000.00 1585.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEF6 2052-08-01 2.500000 0.00 1011230.00 664999.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFB4 2052-09-01 2.500000 0.00 33287.00 22306.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWNC3 2054-12-01 4.000000 0.00 2634000.00 2212882.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WQTJ2 2041-07-01 5.000000 0.00 1525589.00 1522955.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WQTU7 2041-08-01 5.000000 0.00 1148536.00 1150712.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WQXS7 2041-08-01 5.000000 0.00 3771670.00 3779442.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WQZB2 2041-08-01 6.000000 0.00 1001.00 1032.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WBRJ6 2044-04-01 5.000000 0.00 552967.00 16299.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q3BD7 2031-06-01 4.270000 0.00 1531191.00 1503757.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKWG9 2036-05-01 2.500000 0.00 981041.00 524791.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMU28 2051-12-01 2.500000 0.00 1000.00 642.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UFFF6 2056-07-01 5.500000 0.00 2445179.00 2437870.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UFPD0 2056-06-01 5.000000 0.00 3373987.00 3278817.12 Agency Mortgage-Backed Securities 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1726500.00 1732579.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UMUY3 2056-06-01 5.175000 0.00 1000.00 1000.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UMY29 2056-07-01 6.500000 0.00 5761.00 6095.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UNUM7 2041-07-01 5.000000 0.00 3744299.00 3735739.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UNV79 2041-07-01 6.000000 0.00 1132068.00 1160494.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140URD62 2056-08-01 5.000000 0.00 1000.00 977.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UTA38 2056-07-01 6.000000 0.00 3232929.00 3251658.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UTA53 2056-07-01 6.500000 0.00 1950000.00 1988428.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UTAX2 2056-07-01 5.500000 0.00 1549000.00 1550585.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UTJL9 2056-08-01 6.000000 0.00 683770.00 695915.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UTJM7 2056-08-01 6.000000 0.00 1300651.00 1335196.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UTJP0 2056-08-01 6.000000 0.00 1457742.00 1490717.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UTSF2 2056-08-01 5.500000 0.00 3614604.00 3601972.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UVTV1 2041-08-01 5.000000 0.00 4962811.00 4973037.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5ME1 2056-01-01 5.500000 0.00 1230170.00 1183303.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7CS7 2056-07-01 6.000000 0.00 67207355.00 68554266.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9N34 2041-07-01 5.500000 0.00 5666016.00 5301396.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9PE8 2041-07-01 6.000000 0.00 1146172.00 1171258.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418F3D7 2036-08-01 5.000000 0.00 10355552.00 10374323.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418NGD6 2040-01-01 5.500000 0.00 799000.00 29316.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419JNB0 2040-11-01 5.000000 0.00 1294958.00 78147.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427S4L9 2056-05-01 5.000000 0.00 7362.00 6998.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TUD6 2056-07-01 5.000000 0.00 7977264.00 7769177.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427UCN1 2056-08-01 6.500000 0.00 1542870.00 1610172.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6DF7 2056-03-01 4.500000 0.00 141336.00 130893.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K1QJ4 2056-05-01 5.000000 0.00 1024.00 961.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K8HU4 2056-05-01 6.000000 0.00 1087954.00 1109303.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KBBB5 2056-07-01 6.500000 0.00 1747000.00 1820984.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VXX3 2050-11-20 2.000000 0.00 70000.00 30297.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WG28 2051-06-20 2.000000 0.00 194920.00 96072.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBP0 2052-07-20 2.000000 0.00 9854900.00 4980074.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHW9 2052-10-20 3.500000 0.00 1000000.00 658666.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAG8 2054-09-20 6.000000 0.00 1000000.00 496939.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F82G6 2066-12-15 5.810000 0.00 1260351.00 1268884.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0ZL7 2068-11-15 5.790000 0.00 25000.00 25131.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VUFH3 2056-07-20 5.500000 0.00 151667.00 153137.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VUFK6 2056-07-20 5.500000 0.00 3186.00 3215.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W3MR2 2056-07-20 5.500000 0.00 2719787.00 2737776.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W3MS0 2056-07-20 5.500000 0.00 2730237.00 2747711.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W3MT8 2056-07-20 5.500000 0.00 4090437.00 4122400.28 Agency 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S6XOOCT0IEG5ABCC6L87 31426GAM7 2055-03-01 6.500000 0.00 15225680.00 10827519.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427HRD6 2055-11-01 5.500000 0.00 8457280.00 7418288.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427M2W0 2055-02-01 6.000000 0.00 1819130.00 1460501.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QF31 2055-08-01 5.000000 0.00 46704384.00 43011599.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RJK7 2047-07-01 3.500000 0.00 21150784.00 17967140.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427SA57 2055-04-01 5.500000 0.00 87740672.00 83820039.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6C92 2056-02-01 5.500000 0.00 22115296.00 20392017.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JQUG2 2056-01-01 6.000000 0.00 6973016.00 6643290.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JR5L7 2056-01-01 6.000000 0.00 21620768.00 21580372.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JRJX6 2056-01-01 5.500000 0.00 1814980.00 1799501.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JTL27 2056-01-01 5.000000 0.00 4846016.00 4682952.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JTVF7 2056-01-01 5.500000 0.00 3266056.00 2967277.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VV5J8 2056-08-20 5.500000 0.00 1169087.00 1183547.83 Agency Collateralized Mortgage Obligation Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 500000000.00 500000000.00 0.0212 N Y Y N Bank of America NA Bank of America NA 3.670000% 943GEK006 B4TYDEB6GKMZO031MB27 943GEK006_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 155858000.00 154998687.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 103422400.00 100001393.85 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 250000000.00 250000000.00 0.0106 N Y Y N Bank of America NA Bank of America NA 3.680000% 943GEK006 B4TYDEB6GKMZO031MB27 943GEK006_3.68_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Agricultural Mortgage Corp. Discount Note 549300MS654K78GYF580 31424WS29 2027-09-03 3.800000 0.00 10000000.00 10094530.55 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp. Discount Note 549300MS654K78GYF580 31424WTA0 2027-01-06 3.780000 0.00 9220000.00 9276408.47 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp. Discount Note 549300MS654K78GYF580 31424WZ96 2027-04-23 3.770000 0.00 5000000.00 5021770.83 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp. Discount Note 549300MS654K78GYF580 31428JSF5 2028-08-21 4.190000 0.00 43500000.00 43304941.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DN64 2042-11-15 3.500000 0.00 1193996.00 76799.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RF95 2045-06-20 3.500000 0.00 990999.00 76690.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UV82 2049-07-20 3.500000 0.00 728509.00 69826.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VXZ8 2050-11-20 3.000000 0.00 190534.00 56689.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2X5 2052-04-20 4.000000 0.00 478128.00 299302.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 65673.00 42256.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNG9 2051-09-20 3.500000 0.00 2812960.00 1500694.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.500000 0.00 13048448.00 8937922.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 60398.00 36442.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ME6X4 2056-01-20 7.500000 0.00 2003.00 2162.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1A81 2056-02-20 6.500000 0.00 44241.00 46267.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 2123976.00 1835032.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WHQG1 2056-08-20 6.000000 0.00 1806876.00 1860182.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194TQH2 2046-07-20 3.500000 0.00 659420.00 60781.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AERP3 2056-06-20 5.000000 0.00 185200.00 180339.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEUM6 2056-07-20 5.500000 0.00 19050320.00 19220960.06 Agency Collateralized Mortgage Obligation Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 100000000.00 100000000.00 0.0042 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. 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S6XOOCT0IEG5ABCC6L87 31288RM96 2050-12-01 5.640000 0.00 27204.00 26986.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQQ66 2053-06-01 6.000000 0.00 1024.00 656.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQU53 2051-02-01 1.500000 0.00 1000.00 603.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DST28 2054-03-01 5.500000 0.00 6811372.00 5176043.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVFH3 2052-04-01 2.000000 0.00 1000.00 669.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XEG21 2041-04-01 4.900000 0.00 87223.00 84904.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XHCT9 2031-01-01 4.350000 0.00 1000.00 987.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AQKJ0 2054-09-01 5.500000 0.00 1000.00 962.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ARK25 2054-10-01 5.500000 0.00 1000.00 893.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BQ7C9 2055-11-01 6.500000 0.00 1001.00 393.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BR2N8 2055-10-01 5.500000 0.00 270178.00 267447.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BTQ24 2055-10-01 6.500000 0.00 59194.00 61537.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BVH29 2055-12-01 5.000000 0.00 1000.00 967.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JC6M1 2044-02-01 6.092000 0.00 30175701.00 30482707.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LAL29 2036-01-01 1.770000 0.00 998464.00 697425.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LKMJ9 2033-06-01 4.520000 0.00 1087247.00 1069656.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N8ZZ4 2053-04-01 7.000000 0.00 1000.00 833.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NLQY8 2053-06-01 5.000000 0.00 1000.00 623.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NYK75 2035-06-01 4.960000 0.00 1007.00 1013.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0LL4 2035-09-01 4.760000 0.00 87545.00 86718.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0MJ8 2035-09-01 4.665000 0.00 912594.00 897554.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0V66 2032-10-01 4.440000 0.00 5845783.00 5741821.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1LR9 2030-11-01 4.630000 0.00 1000.00 996.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2TM0 2033-04-01 4.200000 0.00 36521098.00 35251040.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMKE3 2051-11-01 2.500000 0.00 33502763.00 21549631.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142AWX26 2056-08-01 5.035000 0.00 1319807.00 1321394.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KDCL8 2031-04-01 4.250000 0.00 291416.00 286031.70 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 100000000.00 100000000.00 0.0042 N Y Y N Societe Generale Societe Generale 3.660000% 988FSF000 O2RNE8IBXP4R0TD8PU41 0000865845 988FSF000_3.66_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 268538400.00 255000094.94 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 250000000.00 250000000.00 0.0106 N Y Y N AllianceBernstein Fixed Income Shares 2026-09-08 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller